Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 3.99% | 0.45 CHF | 0.47 CHF | 25'000 | 25'000 | 47'671 | 32'428 | 21'935 CHF | 15'447 CHF | 68.81% | 68.81% |
15.05.2024 | 2.75% | 0.46 CHF | 0.47 CHF | 101'926 | 50'000 | 101'630 | 49'488 | 47'296 CHF | 23'668 CHF | 98.95% | 98.95% |
14.05.2024 | 3.12% | 0.46 CHF | 0.47 CHF | 102'360 | 50'000 | 103'673 | 50'000 | 45'174 CHF | 22'482 CHF | 100.00% | 100.00% |
13.05.2024 | 2.85% | 0.40 CHF | 0.42 CHF | 105'564 | 50'000 | 104'916 | 50'000 | 43'384 CHF | 21'273 CHF | 100.00% | 100.00% |
10.05.2024 | 2.92% | 0.41 CHF | 0.42 CHF | 105'584 | 50'000 | 105'716 | 50'000 | 42'336 CHF | 20'617 CHF | 96.28% | 96.28% |
08.05.2024 | 3.56% | 0.41 CHF | 0.42 CHF | 105'631 | 50'000 | 108'605 | 50'000 | 39'068 CHF | 18'655 CHF | 100.00% | 100.00% |
07.05.2024 | 3.43% | 0.32 CHF | 0.33 CHF | 111'053 | 50'000 | 111'638 | 50'000 | 34'798 CHF | 16'130 CHF | 98.92% | 98.92% |
06.05.2024 | 3.80% | 0.30 CHF | 0.31 CHF | 112'042 | 50'000 | 112'306 | 49'867 | 32'709 CHF | 15'084 CHF | 100.00% | 100.00% |
03.05.2024 | 7.09% | 0.30 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'382 CHF | 7'925 CHF | 98.63% | 98.63% |
02.05.2024 | 4.60% | 0.27 CHF | 0.29 CHF | 115'157 | 50'000 | 114'652 | 50'000 | 31'820 CHF | 14'532 CHF | 99.13% | 99.13% |